+10,545.1%
LIN vs RGEN
+1,240.8%
+9,304.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -2.1% | -4.9% | +2.8% | -1.9% |
| 30D | -2.4% | +5.7% | -8.1% | -2.7% |
| 3M | -5.6% | +32.4% | -38.0% | -6.8% |
| 6M | -3.4% | +33.2% | -36.6% | -4.8% |
| YTD | +13.1% | +2.3% | +10.8% | +12.6% |
| 1Y | +2.5% | +39.0% | -36.5% | +0.6% |
| 3Y | +27.6% | -4.6% | +32.2% | +26.1% |
| 5Y | +63.0% | -42.7% | +105.7% | +62.9% |
| 10Y | +359.3% | +433.6% | -74.3% | +321.2% |
| All | +10,545.1% | +1,240.8% | +9,304.3% | +8,265.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RGEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling